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They are from thrill-seekers on a roller-coaster at the Warner Bros Movie World theme park on Queensland's Gold Coast, where Lively and director Jaume Collet-Serra partly shot The Shallows in a large tank.

The tank was in a sound stage on the studio's backlot and close enough for the thrill-seekers' screams to infiltrate while Lively filmed the intense, life-and-death scenes with the shark.

"So here we are in the tank, screaming and fighting for my life and then I hear people going 'Yehaaaaaaaaa!' from the roller-coaster," Lively laughs.

"So if you hear anyone screaming in the background it is people on roller-coasters."

The Shallows was also partly shot on the pristine beaches and waters of Lord Howe Island, 600km off the east coast of Australia.

The 28-year-old Los Angeles-born actress raved about her time on Lord Howe Island and the Gold Coast, despite the intrusion of the roller-coasters.

When the actress was not spending intense days and nights on The Shallows sets, she was enjoying the delights of Australia and Lord Howe Island with husband and fellow A-List Hollywood star Ryan Reynolds and their young daughter James.

The couple announced in April Lively is pregnant with their second.

"No one has ever shot there before which was so special to be the first," Lively, talking about her Lord Howe Island experience, said.

"It's just such a pristine, beautiful beach, and some of the best food I have ever had in my life was on this island of just 350 people." Lively plays Nancy Adams in The Shallows, a medical student dealing with the death of her mother.

Nancy decides to go surfing at a secluded beach her mum loved, but that is when she encounters the shark, is marooned on the rock and the intense stand-off begins.

Champion Australian surfer Isabella Nichols was Lively's adviser and double for surfing scenes on the film.

"Blake is very strong, very smart and we needed somebody who could take on the challenge physically and mentally and she did," Collet-Serra said.

"This is a small movie and we didn't have a lot of money for visual effects.

"We had to save most of them for the end of the movie, so we had to tell the story through Blake's face - what she saw, how she reacted.

"She's a brilliant actress and was absolutely perfect."

Spanish-born Collet-Serra said he had little choice but to shoot on the Gold Coast as it was the only movie studio facility in the world at the time that had a large warm water tank available.

The director, who made the 2005 horror film re-make House of Wax on the Gold Coast, also knew from that experience he could form a highly-skilled Australian crew with expertise in shooting in water.

The film's location manager, Duncan Jones, first suggested Lord Howe Island as a potential site and, intrigued by the Unesco World Heritage-listed site, Collet-Serra and director of photography Flavio Labiano embarked on a reconnaissance mission.

As their plane first approached the island after a 2.5-hour flight from Sydney Collet-Serra and Labiano looked out their windows, saw the perfect beaches and knew they had found their location.

There were plenty of obstacles on the island, with no mobile phone service, little Wi-Fi, few cars and just 350 residents and 400 beds for guests.

They also faced plenty of rules and restrictions in filming at the heritage-listed island, particularly building the rock in the cove where Lively is stranded.

But, to shoot in a paradise that had never been captured before in a Hollywood film was worth overcoming the obstacles.